Last Update: 17 Apr 2021 12:15 GMT+0
The Canada 10Y Government Bond has a 1.545% yield.
10 Years vs 2 Years bond spread is 124.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 37.90 and implied probability of default is 0.63%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 12.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 65.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 124.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AA+
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 37.90 | 0.00 % | +3.55 % | +14.85 % | 0.63 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.084% | -1.3 bp | -3.8 bp | ||||||
| 2 months | 0.049% | -4.9 bp | -5.9 bp | ||||||
| 3 months | 0.085% | -2.2 bp | -0.8 bp | ||||||
| 6 months | 0.137% | -1.4 bp | +2.8 bp | ||||||
| 1 year | 0.176% | -0.5 bp | +1.1 bp | 99.82 | 0.00 % | -0.02 % | |||
| 2 years | 0.300% | +2.3 bp | +7.2 bp | 99.40 | -0.05 % | -0.15 % | |||
| 3 years | 0.498% | +13.6 bp | +25.8 bp | 98.52 | -0.40 % | -0.77 % | |||
| 4 years | 0.697% | +12.0 bp | +41.9 bp | 97.26 | -0.47 % | -1.66 % | |||
| 5 years | 0.957% | -4.1 bp | +61.1 bp | 95.35 | +0.20 % | -2.99 % | |||
| 7 years | 0.967% | -3.2 bp | +63.3 bp | 93.49 | +0.23 % | -4.30 % | |||
| 10 years | 1.545% | -5.2 bp | +97.0 bp | 85.79 | +0.52 % | -9.15 % | |||
| 20 years | 1.764% | -7.2 bp | +91.2 bp | 70.49 | +1.42 % | -16.47 % | |||
| 30 years | 1.991% | -9.9 bp | +82.3 bp | 55.35 | +2.94 % | -21.58 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 1.545% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 180.4 bp | -9.4 | +60.3 | ||
| France 10Y | 155.0 bp | -9.7 | +62.4 | ||
| Japan 10Y | 146.1 bp | -4.7 | +90.3 | ||
| Spain 10Y | 114.8 bp | -7.4 | +69.0 | ||
| Italy 10Y | 79.9 bp | -10.2 | +87.6 | ||
| United Kingdom 10Y | 78.0 bp | +1.4 | +38.6 | ||
| United States 10Y | -4.5 bp | +0.4 | +12.9 | ||
| Australia 10Y | -14.7 bp | +1.9 | +0.9 | ||
| China 10Y | -164.1 bp | +4.5 | +103.2 | ||
| India 10Y | -454.3 bp | +4.5 | +81.7 | ||
| Russia 10Y | -553.0 bp | -24.2 | -6.5 | ||
| Brazil 10Y | -753.4 bp | -55.0 | -47.2 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.991% | 55.35 | 77.78 | 122.63 | 167.47 | 212.32 | 257.17 | |
| 20 years | 1.764% | 70.49 | 87.22 | 120.68 | 154.14 | 187.60 | 221.06 | |
| 10 years | 1.545% | 85.79 | 94.99 | 113.39 | 131.79 | 150.19 | 168.59 | |
| 7 years | 0.967% | 93.49 | 100.22 | 113.70 | 127.17 | 140.64 | 154.12 | |
| 5 years | 0.957% | 95.35 | 100.21 | 109.93 | 119.65 | 129.37 | 139.09 | |
| 4 years | 0.697% | 97.26 | 101.19 | 109.05 | 116.92 | 124.78 | 132.64 | |
| 3 years | 0.498% | 98.52 | 101.49 | 107.43 | 113.37 | 119.31 | 125.25 | |
| 2 years | 0.300% | 99.40 | 101.39 | 105.38 | 109.36 | 113.34 | 117.32 | |
| 1 year | 0.176% | 99.82 | 100.82 | 102.82 | 104.82 | 106.81 | 108.81 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||